+43.7%
UPS vs SO
+188.2%
-144.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | +17.4% | +8.7% | +8.7% | +14.3% |
| 3M | +7.7% | +3.4% | +4.4% | +6.5% |
| 6M | +13.8% | +3.7% | +10.1% | +12.2% |
| YTD | +17.3% | +10.0% | +7.2% | +13.0% |
| 1Y | +27.2% | +6.6% | +20.6% | +23.8% |
| 3Y | -5.6% | +52.5% | -58.1% | -20.2% |
| 5Y | -33.5% | +76.1% | -109.6% | -47.2% |
| 10Y | +43.7% | +194.9% | -151.2% | +1.6% |
| All | +43.7% | +188.2% | -144.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling